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the jacobian method of transformation of random variables

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  • the jacobian method of transformation of random variables

    i have a question from sample exam.
    Q: Given f(X1,X2)=e^-x1-x2 , x1>0 , x2 >0 ..What is the pdf of Y=X1/X2??
    i want to solve this question by using the jacobian method because it is more easier..but i am not able to get the same answer by using the jacobian method?can anybody give its solution using jacobian method..the ans is 1/(1+y)^2.
    THANKs Also please if anybody know some cunning tactics regarding transformation of random variables giving a more help in exam,,please let me know BEcause i myself know many tactics of the field i am studying as my major.so i feel that there might be some for actuarial exams also..
    thanks

  • #2
    Question

    Is the original density
    f(X1,X2)=e^-x1-x2
    or really
    f(X1,X2)=e^(-x1-x2)

    Please specify your meaning.

    Yours,
    Krzys'
    Want to know how to pass actuarial exams? Go to: smartURL.it/pass

    Comment


    • #3
      e^(-X1-X2)

      it is e^(-X1-X2)
      thanks

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